+3.6%
EXE vs ZYBT
-83.2%
+86.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -1.2% |
| 7D | -0.3% | -6.9% | +6.7% | -0.3% |
| 30D | +8.5% | -31.8% | +40.2% | +8.4% |
| 3M | +5.5% | +94.0% | -88.5% | +6.8% |
| 6M | -5.9% | +99.0% | -104.9% | -3.7% |
| YTD | -9.7% | +40.0% | -49.7% | -8.2% |
| 1Y | +3.6% | -79.5% | +83.1% | +1.2% |
| All | +3.6% | -83.2% | +86.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZYBT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling